For Saudi Arabia, since I am from there, I would first tell you to be very careful when packing and pointing a camera in public. The Saudi people are a very conservative people and see anything like a camera as an invasion of privacy! Also be weary as you may not be allowed to use the camera in the holy sites of Makkah and Medienah, I have never tried to test the law on this but it can be a huge cause of concern by other worshipers and the police / authority.
With that said, there is so much to shoot, but it depends on what you really like! If you want to capture the history of Saudi Arabia, then a taxi drive to the old “souk” (down-town market) is a must, while in Jeddah, Makkah, and Mediena. The “souk” is also known as “Al Balad” (the city), and gives you a huge influx of cultures, old traditional shops, and small kiosks that sell everything from real Rolex to fake brands. But it is the lively and colourful activity of the “souk” that you will love.
Keep in mind, because of the temperature, in the mid 30C, you will find most people to be out in the evening and at night. Still, early mornings, will see a busy business life, but not much of the social life. Mid-afternoon you will find most places closed due to the extreme heat, as such, places and shops close for a long lunch break and reopen in the late afternoon and run open until the late night.
In Jeddah, you may want to go to the seafront “Cornish”, it is a stretch of road that run along the red-sea. Has a lot of cafes (usually busy at night) and decorative sculptures.
I don’t know what hotel you will be staying in, but most likely if it is one of the 5 stars hotel then it will have its’ own private beach. I strongly suggest you go there for a “look”. Seeing that you are going to travel to Makkah and Medienah makes me note that you are a Muslim, as such your visit is probably for a holy visit? But, seeing the private beaches of these hotels will allow you to see a side of Saudi Arabia that most don’t associate with that country. I am not sure how comfortable the people there would be with you holding up such a “professional” looking camera, but if you can, it would be WONDERFUL to shoot some hot men and women sunbathing.
Back into the city, the Tahlia Street is filled with one shopping mall after another; also Prince Sultan Street have new malls opening up every month. These are the modern side of Saudi Arabia (pity you are not going to Riyadh otherwise you’d be able to see a much more modern side of that country). Still, these two streets will give a huge contrast to the “souk” shops.
As for Makkah and Madienah, excuse me for not suggesting anything to shoot since I do think that it may be too offensive to attempt to photograph there, as I said earlier, the people and authority are not happy with this taking place and I would not want to try their patience with this regards.
I hope you have a wonderful time there, and please always keep in mind that the Saudis are a VERY conservative bunch of people and a camera like yours will zoom into their privacy, be patient and humble if confronted by anyone. I can’t stress this enough.
With that said, a lot of wonderful food there, so watch your weight!